Patents by Inventor William P. McCauley

William P. McCauley has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Method, system, and computer program product for trading interest rate swaps
    Publication number: 20020010670
    Abstract: A method, system, computer program product, and data structure for trading in which a standardized contract is traded. The contract obligates a buyer and a seller to settle the contract based on a price of the contract at a first effective date. The contract is traded through an exchange that guarantees payment to the buyer of any amount owed to the buyer from the seller as a result of the contract and that guarantees payment to the seller of any amount owed to the seller from the buyer as a result of the contract. The price of the contract is determined based on preselected notional cash flows discounted by at least one point on an interest rate swap curve obtained from a preselected swap rate source.
    Type: Application
    Filed: August 2, 2001
    Publication date: January 24, 2002
    Inventors: Warren B. Mosler, William P. McCauley, James M. Sherman
  • Method, system, and computer program product for trading interest rate swaps
    Patent number: 6304858
    Abstract: A method, system, computer program product, and data structure for trading in which a standardized contract is traded. The contract obligates a buyer and a seller to settle the contract based on a price of the contract at a first effective date. The contract is traded through an exchange that guarantees payment to the buyer of any amount owed to the buyer from the seller as a result of the contract and that guarantees payment to the seller of any amount owed to the seller from the buyer as a result of the contract. The price of the contract is determined based on preselected notional cash flows discounted by an interest rate swap curve obtained from a preselected swap rate source.
    Type: Grant
    Filed: December 11, 1998
    Date of Patent: October 16, 2001
    Assignee: Adams, Viner and Mosler, Ltd.
    Inventors: Warren B. Mosler, William P. McCauley, James M. Sherman